Question: Suppose that { B, | t 2 0} is a standard Brownian motion with Bo = 0. Consider the Ito process { Y | t

Suppose that { B, | t 2 0} is a standard

Brownian motion with Bo = 0. Consider the Ito process { Y

Suppose that { B, | t 2 0} is a standard Brownian motion with Bo = 0. Consider the Ito process { Y | t > 0} defined by setting Y, = B; . Calculate dY, = Y.4/5 d B + Y 315 dt

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